The consistency of the meaning of data in data warehouse is a key factor that affects the applications based on the data warehouse. In this paper, a system of cleaning and quality control of data in investment research system was built after investigating the estimation system, TA and other business systems of fund management company and analyzing the requirement of users. The system consists of an ETL program, and other products such as oracle, oracle stored procedures. This design approach can meet business requirements, ensure system scalability, simplify the complexity of the development of ETL program and improve the maintainability of the system. The method used in this paper has a high reference value for design and development of application systems that had the same characteristics.